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IMCG vs. SCHM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IMCG and SCHM is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

IMCG vs. SCHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Mid-Cap Growth ETF (IMCG) and Schwab US Mid-Cap ETF (SCHM). The values are adjusted to include any dividend payments, if applicable.

360.00%380.00%400.00%420.00%440.00%NovemberDecember2025FebruaryMarchApril
369.88%
365.20%
IMCG
SCHM

Key characteristics

Sharpe Ratio

IMCG:

0.16

SCHM:

-0.02

Sortino Ratio

IMCG:

0.32

SCHM:

0.09

Omega Ratio

IMCG:

1.04

SCHM:

1.01

Calmar Ratio

IMCG:

0.18

SCHM:

-0.02

Martin Ratio

IMCG:

0.56

SCHM:

-0.06

Ulcer Index

IMCG:

4.48%

SCHM:

4.88%

Daily Std Dev

IMCG:

15.89%

SCHM:

15.93%

Max Drawdown

IMCG:

-58.96%

SCHM:

-42.43%

Current Drawdown

IMCG:

-11.40%

SCHM:

-11.92%

Returns By Period

The year-to-date returns for both stocks are quite close, with IMCG having a -4.66% return and SCHM slightly lower at -4.78%. Over the past 10 years, IMCG has outperformed SCHM with an annualized return of 10.63%, while SCHM has yielded a comparatively lower 9.32% annualized return.


IMCG

YTD

-4.66%

1M

-5.80%

6M

-0.31%

1Y

3.29%

5Y*

16.13%

10Y*

10.63%

SCHM

YTD

-4.78%

1M

-5.39%

6M

-3.67%

1Y

0.31%

5Y*

17.83%

10Y*

9.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IMCG vs. SCHM - Expense Ratio Comparison

IMCG has a 0.06% expense ratio, which is higher than SCHM's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IMCG
iShares Morningstar Mid-Cap Growth ETF
Expense ratio chart for IMCG: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IMCG: 0.06%
Expense ratio chart for SCHM: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHM: 0.04%

Risk-Adjusted Performance

IMCG vs. SCHM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IMCG
The Risk-Adjusted Performance Rank of IMCG is 2828
Overall Rank
The Sharpe Ratio Rank of IMCG is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IMCG is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IMCG is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IMCG is 3131
Calmar Ratio Rank
The Martin Ratio Rank of IMCG is 2929
Martin Ratio Rank

SCHM
The Risk-Adjusted Performance Rank of SCHM is 1919
Overall Rank
The Sharpe Ratio Rank of SCHM is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHM is 1919
Sortino Ratio Rank
The Omega Ratio Rank of SCHM is 1919
Omega Ratio Rank
The Calmar Ratio Rank of SCHM is 1919
Calmar Ratio Rank
The Martin Ratio Rank of SCHM is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IMCG vs. SCHM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Mid-Cap Growth ETF (IMCG) and Schwab US Mid-Cap ETF (SCHM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for IMCG, currently valued at 0.16, compared to the broader market-1.000.001.002.003.004.005.00
IMCG: 0.16
SCHM: -0.02
The chart of Sortino ratio for IMCG, currently valued at 0.32, compared to the broader market-2.000.002.004.006.008.0010.00
IMCG: 0.32
SCHM: 0.09
The chart of Omega ratio for IMCG, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
IMCG: 1.04
SCHM: 1.01
The chart of Calmar ratio for IMCG, currently valued at 0.18, compared to the broader market0.005.0010.0015.00
IMCG: 0.18
SCHM: -0.02
The chart of Martin ratio for IMCG, currently valued at 0.56, compared to the broader market0.0020.0040.0060.0080.00100.00
IMCG: 0.56
SCHM: -0.06

The current IMCG Sharpe Ratio is 0.16, which is higher than the SCHM Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of IMCG and SCHM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.16
-0.02
IMCG
SCHM

Dividends

IMCG vs. SCHM - Dividend Comparison

IMCG's dividend yield for the trailing twelve months is around 0.80%, less than SCHM's 2.28% yield.


TTM20242023202220212020201920182017201620152014
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.80%0.78%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%
SCHM
Schwab US Mid-Cap ETF
2.28%2.82%3.60%3.58%2.06%2.48%2.89%2.13%2.28%2.37%3.82%1.48%

Drawdowns

IMCG vs. SCHM - Drawdown Comparison

The maximum IMCG drawdown since its inception was -58.96%, which is greater than SCHM's maximum drawdown of -42.43%. Use the drawdown chart below to compare losses from any high point for IMCG and SCHM. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.40%
-11.92%
IMCG
SCHM

Volatility

IMCG vs. SCHM - Volatility Comparison

iShares Morningstar Mid-Cap Growth ETF (IMCG) has a higher volatility of 7.01% compared to Schwab US Mid-Cap ETF (SCHM) at 6.44%. This indicates that IMCG's price experiences larger fluctuations and is considered to be riskier than SCHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
7.01%
6.44%
IMCG
SCHM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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